Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.551 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47366.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45971.28 Kr¶

PnL: ---------------------------------------> -917.29 Kr¶

DD now: ---------------------------------> -2.598 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:00:51.399623'

Anic Portfolio¶

Today¶

Return: -0.144 %¶

This Week¶

Return: -1.141 %¶

Total¶

Return: 55.065 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.620000 799.600000 126.600000 18.810000 673.000000
SAAB B 8 1.340000 3453.600000 76.600000 2.270000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.770000 395.000000 40.000000 11.270000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -1.150000 610.060000 33.060000 5.730000 576.999999
AcadeMedia 12 -0.740000 581.280000 24.280000 4.360000 557.000004
Boozt 12 0.500000 1676.400000 22.400000 1.350000 1653.999996
Intrum 4 3.550000 549.000000 22.000000 4.170000 527.000000
Resurs Holding 22 -1.100000 595.320000 21.320000 3.710000 573.999998
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.780000 575.250000 11.250000 1.990000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.120000 579.480000 9.480000 1.660000 570.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.290000 248.400000 2.400000 0.980000 246.000000
Nordea Bank Abp 29 -0.470000 3452.740000 -1.260000 -0.040000 3453.999992
Handelsbanken A 5 -0.320000 538.000000 -8.000000 -1.470000 546.000000
CTEK 13 -0.690000 525.460000 -8.540000 -1.600000 533.999999
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -3.400000 540.200000 -33.800000 -5.890000 574.000000
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Vivesto 1368 0.560000 536.530000 -76.470000 -12.470000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -8.610000 2870.400000 -100.600000 -3.390000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.540000 1424.700000 -239.300000 -14.380000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 0.380000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 45971.280000 -917.290000 -2.59846% 46888.564618

Updated:¶

'2023-01-26 15:01:04.104305'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶